Title

On the consistency of the objective bayes factor for the integral priors in the one-way random effects model

Document Type

Article

Publication Date

8-1-2015

Abstract

© 2015 Elsevier B.V. The Bayes factor for the integral priors in the one-way random effects model has recently been developed by Cano etal. (2007). We establish the consistency of this Bayes factor when the number of groups goes to infinity, when the number of observations per group goes to infinity, and when both go to infinity.

Publication Title

Statistics and Probability Letters

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